Hybrid Monte Carlo methods in credit risk management

DOI10.1515/MCMA-2014-0004zbMath1305.65009arXiv1405.1831OpenAlexW2962842199MaRDI QIDQ487525

Lucia Del Chicca, Gerhard Larcher

Publication date: 22 January 2015

Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1405.1831

zbMATH Keywords

quasi-Monte Carlo methodsrisk managementhybrid sequences

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

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